Bellemare, Charles; Bissonnette, Luc; Kröger, Sabine - In: Journal of Business & Economic Statistics 30 (2011) 1, pp. 125-131
We propose a flexible method to approximate the subjective cumulative distribution function of an economic agent about the future realization of a continuous random variable. The method can closely approximate a wide variety of distributions while maintaining weak assumptions on the shape of...
